ores.refdata.tenor_anchor

Table of Contents

Small, mostly-static lookup of the reference points a tenor can be resolved from. Referenced by tenor_convention.measured_from as a convention's default anchor, and — for spot/forward-style conventions specifically — by a curve or ladder's own quoting-basis override (see Out Of Convention), which is out of scope for this model and lives on the curve/ladder entity instead.

1. Flags

2. Columns

2.1. code

Unique anchor code.

Examples: 'SPOT', 'TODAY', 'TOMORROW', 'NEAR_LEG', 'IMM_ROLL'.

std::string(faker::word::noun()) + "_anchor_" + std::to_string(++counter)

2.2. description

Human-readable description of the reference point.

std::string(faker::lorem::sentence())

2.3. display_order

Order for UI display purposes.

faker::number::integer(1, 100)

3. SQL

3.1. Flags

3.2. Extra drops

drop function if exists ores_refdata_validate_tenor_anchor_fn;

4. Validation function

5. Insert trigger

5.1. Validations

column validation_function
change_reason_code ores_dq_validate_change_reason_fn

6. C++

6.1. Flags

6.2. Repository

6.3. Domain includes

#include <string>

6.4. Conventions

6.5. Presentation

6.5.1. Detail fields

field label widget type is_key is_required placeholder
code Code codeEdit line_edit true true Enter anchor code (e.g. SPOT)
description Description descriptionEdit text_edit     Enter a description
display_order Display Order displayOrderEdit spin_box   true  

6.5.2. Columns

enum_name field header type width is_badge badge_key
Code code Code string 160 true tenor_anchor
Description description Description string 350    
DisplayOrder display_order Display Order int 90    
Version version Version int 80    
ModifiedBy modified_by Modified By string 120    
RecordedAt recorded_at Recorded At timestamp 150    

6.6. Custom repository methods

7. See also

  • Tenor — domain concept.
  • Out Of Convention — the curve/ladder-level anchor override this table's SPOT=/=TODAY=/=TOMORROW rows also serve.

Emacs 29.3 (Org mode 9.6.15)